使用 clogit 命令,与xtlogit是等价的,但 clogit会给出 Pseudo R2
. clogit union age grade south, group(id)
note: multiple positive outcomes within groups encountered.
note: 2894 groups (11559 obs) dropped due to all positive or
all negative outcomes.
note: grade omitted due to no within-group variance.
Iteration 0: log likelihood = -2851.7589
Iteration 1: log likelihood = -2845.4946
Iteration 2: log likelihood = -2845.4861
Iteration 3: log likelihood = -2845.4861
Conditional (fixed-effects) logistic regression Number of obs = 7665
LR chi2(2) = 44.93
Prob > chi2 = 0.0000
Log likelihood = -2845.4861 Pseudo R2 = 0.0078
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union | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | .0135179 .0052148 2.59 0.010 .0032972 .0237387
south | -1.055083 .173377 -6.09 0.000 -1.394895 -.7152703
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. xtlogit union age grade south, fe
note: multiple positive outcomes within groups encountered.
note: 2894 groups (11559 obs) dropped due to all positive or
all negative outcomes.
note: grade omitted due to no within-group variance.
Iteration 0: log likelihood = -2851.7589
Iteration 1: log likelihood = -2845.4946
Iteration 2: log likelihood = -2845.4861
Iteration 3: log likelihood = -2845.4861
Conditional fixed-effects logistic regression Number of obs = 7665
Group variable (i): idcode Number of groups = 1254
Obs per group: min = 2
avg = 6.1
max = 12
LR chi2(2) = 44.93
Log likelihood = -2845.4861 Prob > chi2 = 0.0000
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union | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | .0135179 .0052148 2.59 0.010 .0032972 .0237387
south | -1.055083 .173377 -6.09 0.000 -1.394895 -.7152703
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[此贴子已经被作者于2008-3-17 17:50:46编辑过]